Interdependencies Between Public Climate Concern and Fossil Energy Prices in the United States
This paper examines the interdependencies between public climate concern and fossil energy prices in the United States using the time-varying parameter VAR connectedness framework. Employing the Climate Concern Index (CCI) alongside measures of policy uncertainty and geopolitical risk, the results reveal that public climate concern constitutes an autonomous behavioural channel of shock transmission. Spillover effects are asymmetric: natural gas prices receive stronger transmissions from CCI than crude oil prices.
Authors
- Nayanjyoti Bhattacharjee (ORCID: https://orcid.org/0000-0001-6695-5705)
Institutions
- Bodoland University (IN)
Publication Details
- Journal
- Energy RESEARCH LETTERS
- Published
- 2026-10-06
- DOI
- https://doi.org/10.46557/001c.170242
- Primary Topic
- Market Dynamics and Volatility
- Type
- article
- Field-Weighted Citation Impact
- 0.00